Management fees | |
Distribution and service (12b-1) fees | |
Other expenses | |
Total annual Fund operating expenses |
Year 1 | Year 3 | Year 5 | Year 10 |
$ |
$ |
$ |
$ |
One Year |
Since
Inception | |
Return Before Taxes | - |
|
Return After Taxes on Distributions | - |
- |
Return After Taxes on Distributions and Sale of Fund Shares | - |
|
Bloomberg SASB US Corporate ESG Ex-Controversies Select Index (reflects no deduction for fees, expenses or taxes) | - |
|
Bloomberg U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) | - |
- |
Management fees | |
Distribution and service (12b-1) fees | |
Other expenses1 | |
Total annual Fund operating expenses |
1 |
Year 1 | Year 3 |
$ |
$ |
• | All companies producing cluster bombs, landmines, depleted uranium, chemical or biological weapons, blinding laser weapons, non-detectable fragments or incendiary weapons; producing key components of cluster bombs, landmines, depleted uranium weapons, or chemical or biological weapons; owning 20% or more (50% for financial companies) of a weapons or components producer; or that are 50% or more owned by a company involved in weapons or components production. |
• | All companies assigned an MSCI ESG (environmental, social or governance) Controversy Score of 0. |
• | All companies that produce tobacco or derive 5% or more aggregate revenue from the production, distribution, retail and supply of tobacco-related products. |
• | All companies assigned an MSCI Environmental Controversy Score of 0 or 1. |
• | All companies deriving 1% or more revenue from mining of thermal coal and its sale to external parties (excluding all revenue from metallurgical coal, coal mined for internal power generation, intra-company sales of mined thermal coal, and coal trading). |
• | All companies deriving 10% or more revenue from oil and gas related activities, including distribution / retail, equipment and services, extraction and production, petrochemicals, pipelines and transportation and refining (excluding biofuel production and sales and trading activities) |
• | All companies deriving 50% or more revenue from thermal coal based, liquid fuel based and natural gas based power generation. |
• | At least 50% reduction in the weighted average of index constituents' greenhouse gas (“GHG”) Intensity relative to the Parent Index, taking into account Scope 1, 2 and 3 emissions. Scope 1 emissions are direct GHG emissions that occur from sources that are controlled or owned by an organization. Scope 2 emissions are indirect GHG emissions generated in the production of electricity consumed by the organization. Scope 3 |
emissions encompass all other indirect GHG emissions that are a consequence of the activities of the organization, but occur from sources not owned or controlled by the organization. GHG Intensity measures a company's Scope 1, 2 and 3 emissions relative to its enterprise value including cash. | |
• | At least 10% average reduction (per year) in GHG Intensity relative to GHG Intensity of the Index as of June 1, 2020. |
• | Aggregate exposure to High Climate Impact Sectors that is not less than the aggregate exposure in the Parent Index. High Impact Climate Sectors are defined by EU BMR as those sectors that are key to the low-carbon transition. |
• | At least 20% increase in aggregate weight in companies setting GHG emissions reduction targets relative to the aggregate weight of such companies in the Parent Index. |
• | At least 50% reduction in the weighted average of index constituents' Potential Emissions Intensity relative to the Parent Index. Potential Emissions Intensity represents the sum of a company's estimated carbon emissions assuming the company uses its owned coal, oil and gas reserves relative to the company's enterprise value including cash. |
• | (i) Aggregate Climate Value-at-Risk (“VaR”) not less than the aggregate Climate VaR of the Parent Index, to the extent the Parent Index has positive aggregate Climate VaR; or (ii) at least 50% reduction in aggregate Climate VaR relative to the Parent Index, to the extent the Parent Index has negative aggregate Climate VaR. Climate VaR is designed to provide a forward-looking assessment of the impacts of climate change on a company's valuation based on the global average temperature under a 1.5 degree Celsius warming scenario compared to pre-industrial levels. |
• | At least 5% increase in the weighted average of index constituents' Low Carbon Transition (LCT) Score relative to the Parent Index. The LCT Score seeks to identify a company's exposure to and management of risk and opportunities related to low carbon transition. |
• | At least 50% reduction in the weighted average of index constituents' Extreme Weather Climate VaR relative to the Parent Index. Extreme Weather Climate VaR is an assessment of a company's future costs arising from severe weather events and the potential impact of such costs on the company's future financial performance. |
• | At least 5% increase in weighted average of index constituents' LCT Score relative to Parent Index. |
• | At least 400% increase in the ratio of Weighted Average Green Revenue/Weighted Average Fossil Fuel-based Revenue relative to the Parent Index. Weighted Average Green Revenue represents the weighted average of index constituents' percentage of revenue derived from alternative energy, energy efficiency, sustainable water, green building, pollution prevention, and sustainable agriculture. Weighted Average Fossil Fuel-based Revenue represents the weighted average of index constituents' percentage of revenue derived from the mining of thermal coal (excluding metallurgical coal, coal mined for internal power generation, intra-company sales of mined thermal coal and revenue from coal trading) or its sale to external parties, extraction, production and refining of conventional and unconventional oil and gas, and power generation based on thermal coal, liquid fuel, and natural gas. |
• | At least 100% increase in Weighted Average Green Revenue relative to the Parent Index. |
Management fees | |
Distribution and service (12b-1) fees | |
Other expenses | |
Total annual Fund operating expenses |
Year 1 | Year 3 | Year 5 | Year 10 |
$ |
$ |
$ |
$ |
• | Companies that meet any of the following Business Activity Exclusions, based on levels of involvement or revenue as determined by Sustainalytics: |
• | Companies that derive any amount of revenue from manufacturing tobacco products, 5% or greater of their revenue from supplying tobacco-related products and services, or 5% or greater of their revenue from the distribution and/or retail sale of tobacco products; |
• | Companies (i) whose products or services are considered tailor-made and essential for the lethal use of the core weapon systems of controversial weapons or components/services of the core weapon systems of controversial weapons, or (ii) that provide components/services for the core weapon systems of controversial weapons which are either not considered tailor-made or not essential to the lethal use of the weapon (collectively, “controversial weapons companies”) (controversial weapons include, among others, cluster weapons, landmines, biological or chemical weapons, depleted uranium weapons, white phosphorus weapons, or nuclear weapons); |
• | Companies that derive 5% or greater of their revenue from the extraction of oil sands; |
• | Companies that (i) derive any amount of revenue from the manufacturing and sale of assault weapons or small arms to civilian customers, small arms to military and/or law enforcement, or key components of small arms; or (ii) derive 5% or greater of their revenue from the retail and/or distribution of assault weapons or small arms; |
• | Companies that derive 10% or greater of their revenue from (i) manufacturing military weapon systems and/or integral, tailormade components of military weapons, or (ii) providing tailor-made products and/or services that support military weapons; |
• | Companies that derive 5% or greater of their revenue from thermal coal extraction or electricity generation from thermal coal. |
• | Companies that hold 25% or greater ownership stakes in: |
• | Companies that derive any amount of revenue from manufacturing tobacco products; |
• | Controversial weapons companies; or |
• | Companies that derive any amount of revenue from the manufacturing and sale of assault weapons or small arms to civilian customers, small arms to military and/or law enforcement, or key components of small arms. |
• | Companies that are classified by Sustainalytics to be non-compliant with the United Nations Global Compact (“UNGC”) principles (“Non-Compliant UNGC Companies”). Non-Compliant UNGC Companies are (i) companies found to have been responsible for egregious and severe violations of commonly accepted international norms related to human rights, labor rights, the environment and business ethics, or (ii) companies deemed to facilitate third parties in human rights violations due to their involvement in certain weapons with disproportional and/or non-discriminatory impact on citizens and society; |
• | Companies that have an S&P Dow Jones Indices (“DJI”) ESG Score, as assigned by SAM, that falls within the worst 25% of scores from each Global Industry Classification Standard (GICS) industry group in the underlying universe of companies eligible for inclusion in the Index (the “Investment Universe”); or |
• | Companies that do not have (i) Sustainalytics coverage for determining tobacco-, controversial weapons-, oil sands-, small arms-, military weapons- and thermal coal-related involvement or compliance with UNGC principles; or (ii) an S&P DJI ESG Score. |
One Year |
Since
Inception | |
Return Before Taxes | ||
Return After Taxes on Distributions | ||
Return After Taxes on Distributions and Sale of Fund Shares | ||
S&P 500 ESG Index (reflects no deduction for fees, expenses or taxes) | ||
S&P 500 Index (reflects no deduction for fees, expenses or taxes) |
Management fees | |
Distribution and service (12b-1) fees | |
Other expenses1 | |
Total annual Fund operating expenses |
1 |
Year 1 | Year 3 |
$ |
$ |
• | Companies that meet any of the following Business Activity Exclusions, based on levels of involvement or revenue as determined by Sustainalytics: |
• | Companies that derive any amount of revenue from manufacturing tobacco products, 5% or greater of their revenue from supplying tobacco-related products and services, or 5% or greater of their revenue from the distribution and/or retail sale of tobacco products; |
• | Companies (i) whose products or services are considered tailor-made and essential for the lethal use of the core weapon systems of controversial weapons or components/services of the core weapon systems of controversial weapons, or (ii) that provide components/services for the core weapon systems of controversial weapons which are either not considered tailor-made or not essential to the lethal use of the weapon (collectively, “controversial weapons companies”) (controversial weapons include, among others, cluster weapons, landmines, biological or chemical weapons, depleted uranium weapons, white phosphorus weapons, or nuclear weapons); |
• | Companies that derive 5% or greater of their revenue from the extraction of oil sands; |
• | Companies that (i) derive any amount of revenue from the manufacturing and sale of assault weapons or small arms to civilian customers, small arms to military and/or law enforcement, or key components of small arms; or (ii) derive 5% or greater of their revenue from the retail and/or distribution of assault weapons or small arms; |
• | Companies that derive 10% or greater of their revenue from (i) manufacturing military weapon systems and/or integral, tailormade components of military weapons, or (ii) providing tailor-made products and/or services that support military weapons; |
• | Companies that derive 5% or greater of their revenue from thermal coal extraction or electricity generation from thermal coal. |
• | Companies that hold 25% or greater ownership stakes in: |
• | Companies that derive any amount of revenue from manufacturing tobacco products; |
• | Controversial weapons companies; or |
• | Companies that derive any amount of revenue from the manufacturing and sale of assault weapons or small arms to civilian customers, small arms to military and/or law enforcement, or key components of small arms. |
• | Companies that are classified by Sustainalytics to be non-compliant with the United Nations Global Compact (“UNGC”) principles (“Non-Compliant UNGC Companies”). Non-Compliant UNGC Companies are (i) companies found to have been responsible for egregious and severe violations of commonly accepted international norms related to human rights, labor rights, the environment and business ethics, or (ii) companies deemed to facilitate third parties in human rights violations due to their involvement in certain weapons with disproportional and/or non-discriminatory impact on citizens and society; |
• | Companies that have an S&P Dow Jones Indices (“DJI”) ESG Score, as assigned by SAM, that falls within the worst 25% of scores from each Global Industry Classification Standard (GICS) industry group in the underlying universe of companies eligible for inclusion in the Index (the “Investment Universe”), and those that fall within the worst 10% of scores in the Investment Universe, so long as 75% of the weight of the Investment Universe remains eligible; or |
• | Companies that do not have (i) Sustainalytics coverage for determining tobacco-, controversial weapons-, oil sands-, small arms-, military weapons- and thermal coal-related involvement or compliance with UNGC principles; or (ii) an S&P DJI ESG Score. |
Management fees | |
Distribution and service (12b-1) fees | |
Other expenses | |
Total annual Fund operating expenses |
Year 1 | Year 3 | Year 5 | Year 10 |
$ |
$ |
$ |
$ |
One Year |
Five Years |
Since
Inception ( | |
Return Before Taxes | |||
Return After Taxes on Distributions | |||
Return After Taxes on Distributions and Sale of Fund Shares | |||
SSGA Gender Diversity Index (reflects no deduction for fees, expenses or taxes) | |||
S&P 500 Index (reflects no deduction for fees, expenses or taxes) |
Fund Name | SPDR Bloomberg SASB Corporate Bond ESG Select ETF | SPDR MSCI USA Climate Paris Aligned ETF | SPDR S&P 500 ESG ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA Gender Diversity Index ETF |
Call/Prepayment Risk | x | ||||
Counterparty Risk | x | x | x | x | x |
Credit Risk | x | ||||
Debt Securities Risk | x | ||||
Derivatives Risk | x | x | x | x | x |
Futures Contract Risk; Other Exchange-Traded Derivatives Risk | x | x | x | x | |
Swaps Risk | x | ||||
Equity Investing Risk | x | x | x | x | |
ESG Investing Risk | x | x | x | x |
Fund Name | SPDR Bloomberg SASB Corporate Bond ESG Select ETF | SPDR MSCI USA Climate Paris Aligned ETF | SPDR S&P 500 ESG ETF | SPDR S&P SmallCap 600 ESG ETF | SPDR SSGA Gender Diversity Index ETF |
Extension Risk | x | ||||
Financial Sector Risk | x | x | |||
Fluctuation of Net Asset Value, Share Premiums and Discounts Risk | x | x | x | x | x |
Gender Diversity Risk | x | ||||
Health Care Sector Risk | x | x | |||
Income Risk | x | ||||
Indexing Strategy/Index Tracking Risk | x | x | x | x | x |
Industrial Sector Risk | x | x | |||
Interest Rate Risk | x | ||||
Large-Capitalization Securities Risk | x | x | x | ||
Leveraging Risk | x | x | x | x | x |
Limited Track Record Risk | x | x | x | x | |
Liquidity Risk | x | x | x | x | x |
Market Risk | x | x | x | x | x |
Mid-Capitalization Securities Risk | x | ||||
Non-Diversification Risk | x | x | x | x | |
Non-U.S. Securities Risk | x | ||||
Reinvestment Risk | x | ||||
Settlement Risk | x | ||||
Small-Capitalization Securities Risk | x | ||||
Technology Sector Risk | x | x | x | ||
Unconstrained Sector Risk | x | x | x | x | |
Valuation Risk | x | x | x |
SPDR Bloomberg SASB Corporate Bond ESG Select
ETF
|
0.12% |
SPDR MSCI USA Climate Paris Aligned ETF
|
0.10%(1) |
SPDR S&P 500 ESG ETF
|
0.10% |
SPDR S&P SmallCap 600 ESG ETF
|
0.12%(2) |
SPDR SSGA Gender Diversity Index ETF
|
0.20% |
(1) | The Fund commenced operations on April 21, 2022. |
(2) | The Fund commenced operations on January 11, 2022. |
Portfolio Managers | Fund |
Christopher DiStefano, Frank Miethe and Michael
Brunell
|
SPDR Bloomberg SASB Corporate Bond ESG Select ETF |
Lisa Hobart, Emiliano Rabinovich and Karl
Schneider
|
SPDR MSCI USA Climate Paris Aligned ETF |
Emiliano Rabinovich, Karl Schneider and Olga
Winner
|
SPDR S&P 500 ESG ETF |
Emiliano Rabinovich and Karl Schneider
|
SPDR S&P SmallCap 600 ESG ETF |
Amy Cheng, Kathleen Morgan and Amy Scofield
|
SPDR SSGA Gender Diversity Index ETF |
SPDR Bloomberg SASB Corporate Bond ESG Select ETF | |||
Year Ended 6/30/22 |
For
the Period 11/09/20*- 6/30/21 | ||
Net asset value, beginning of period
|
$24.92 | $25.00 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.48 | 0.30 | |
Net realized and unrealized gain (loss) (b)
|
(3.89) | (0.11) | |
Total from investment operations
|
(3.41) | 0.19 | |
Net equalization credits and charges (a)
|
0.00(c) | 0.00(c) | |
Other capital (a)
|
— | 0.00(c) | |
Distributions to shareholders from: | |||
Net investment income
|
(0.51) | (0.27) | |
Net asset value, end of period
|
$21.00 | $24.92 | |
Total return (d)
|
(13.93)% | 0.78% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$24,151 | $29,910 | |
Ratios to average net assets: | |||
Total expenses
|
0.12%(e) | 0.12%(e) | |
Net investment income (loss)
|
2.03%(e) | 1.85%(e) | |
Portfolio turnover rate (f)
|
25%(g) | 16%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR MSCI USA Climate Paris Aligned ETF | |
For
the Period 4/22/22*- 6/30/22 | |
Net asset value, beginning of period
|
$25.00 |
Income (loss) from investment operations: | |
Net investment income (loss) (a)
|
0.07 |
Net realized and unrealized gain (loss) (b)
|
(3.83) |
Total from investment operations
|
(3.76) |
Net equalization credits and charges (a)
|
(0.00)(c) |
Distributions to shareholders from: | |
Net investment income
|
(0.04) |
Net asset value, end of period
|
$21.20 |
Total return (d)
|
(13.67)% |
Ratios and Supplemental Data: | |
Net assets, end of period (in 000s)
|
$131,437 |
Ratios to average net assets: | |
Total expenses
|
0.10%(e) |
Net investment income (loss)
|
1.62%(e) |
Portfolio turnover rate (f)
|
6%(g) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Annualized. |
(f) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(g) | Not annualized. |
SPDR S&P 500 ESG ETF | |||
Year Ended 6/30/22 |
For
the Period 7/28/20*- 6/30/21 | ||
Net asset value, beginning of period
|
$40.12 | $30.25 | |
Income (loss) from investment operations: | |||
Net investment income (loss) (a)
|
0.57 | 0.47 | |
Net realized and unrealized gain (loss) (b)
|
(3.97) | 9.76 | |
Total from investment operations
|
(3.40) | 10.23 | |
Net equalization credits and charges (a)
|
0.05 | 0.12 | |
Distributions to shareholders from: | |||
Net investment income
|
(0.56) | (0.48) | |
Net asset value, end of period
|
$36.21 | $40.12 | |
Total return (c)
|
(8.48)% | 34.47% | |
Ratios and Supplemental Data: | |||
Net assets, end of period (in 000s)
|
$434,577 | $235,700 | |
Ratios to average net assets: | |||
Total expenses
|
0.10% | 0.10%(d) | |
Net investment income (loss)
|
1.36% | 1.39%(d) | |
Portfolio turnover rate (e)
|
6% | 16%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR S&P SmallCap 600 ESG ETF | |
For
the Period 1/11/22*- 6/30/22 | |
Net asset value, beginning of period
|
$30.00 |
Income (loss) from investment operations: | |
Net investment income (loss) (a)
|
0.17 |
Net realized and unrealized gain (loss) (b)
|
(5.37) |
Total from investment operations
|
(5.20) |
Distributions to shareholders from: | |
Net investment income
|
(0.15) |
Net asset value, end of period
|
$24.65 |
Total return (c)
|
(16.81)% |
Ratios and Supplemental Data: | |
Net assets, end of period (in 000s)
|
$2,465 |
Ratios to average net assets: | |
Total expenses
|
0.12%(d) |
Net investment income (loss)
|
1.32%(d) |
Portfolio turnover rate (e)
|
31%(f) |
* | Commencement of operations. |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(d) | Annualized. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(f) | Not annualized. |
SPDR SSGA Gender Diversity Index ETF | |||||||||
Year Ended 6/30/22 |
Year Ended 6/30/21 |
Year Ended 6/30/20 |
Year Ended 6/30/19 |
Year Ended 6/30/18 | |||||
Net asset value, beginning of period
|
$101.54 | $71.03 | $73.74 | $72.20 | $66.97 | ||||
Income (loss) from investment operations: | |||||||||
Net investment income (loss) (a)
|
1.06 | 0.97 | 1.29 | 1.48 | 1.38 | ||||
Net realized and unrealized gain (loss) (b)
|
(25.75) | 30.50 | (2.51) | 4.78 | 7.73 | ||||
Total from investment operations
|
(24.69) | 31.47 | (1.22) | 6.26 | 9.11 | ||||
Net equalization credits and charges (a)
|
(0.00)(c) | 0.06 | (0.09) | 0.03 | 0.01 | ||||
Distributions to shareholders from: | |||||||||
Net investment income
|
(1.01) | (1.02) | (1.40) | (1.74) | (1.38) | ||||
Net realized gains
|
— | — | — | (3.01) | (2.51) | ||||
Total distributions
|
(1.01) | (1.02) | (1.40) | (4.75) | (3.89) | ||||
Net asset value, end of period
|
$75.84 | $101.54 | $71.03 | $73.74 | $72.20 | ||||
Total return (d)
|
(24.47)% | 44.60% | (1.71)% | 9.60% | 13.80% | ||||
Ratios and Supplemental Data: | |||||||||
Net assets, end of period (in 000s)
|
$202,865 | $243,685 | $120,743 | $283,882 | $332,138 | ||||
Ratios to average net assets: | |||||||||
Total expenses
|
0.20% | 0.20% | 0.20% | 0.20% | 0.20% | ||||
Net investment income (loss)
|
1.11% | 1.10% | 1.77% | 2.06% | 1.95% | ||||
Portfolio turnover rate (e)
|
43% | 22% | 69% | 53% | 46% |
(a) | Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the year. |
(b) | Amounts shown in this caption for a share outstanding may not accord with the change in aggregate gains and losses in securities for the fiscal period because of the timing of sales and repurchases of Fund shares in relation to fluctuating market values for the Fund. |
(c) | Amount is less than $0.005 per share. |
(d) | Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of each distribution. Total returns for periods of less than one year are not annualized. Broker commission charges are not included in this calculation. |
(e) | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
SPDRSERESGPRO | The Trust's Investment Company Act Number is 811-08839. |